Probability Inequalities for the Sum of Independent Random Variables
- 1 March 1962
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 57 (297) , 33
- https://doi.org/10.2307/2282438
Abstract
This paper proves a number of inequalities which improve on existing upper limits to the probability distribution of the sum of independent random variables. The inequalities presented require knowledge only of the variance of the sum and the means and bounds of the component random variables. They are applicable when the number of component random variables is small and/or have different distributions. Figures show the improvement on existing inequalities.Keywords
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